COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 208,696: 71,111 27,728 30,355 92,518 137,680 193,984 195,763: 14,712 12,934
Old : 198,995: 71,098 27,774 29,471 84,035 129,066 184,603 186,310: 14,392 12,685
Other: 9,701: 138 79 759 8,484 8,615 9,381 9,453: 320 248
: : :
: : Changes in Commitments from: November 10, 2015 :
: -35,125: 2,642 1,023 -21,044 -16,267 -13,848 -34,670 -33,870: -456 -1,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 13.3 14.5 44.3 66.0 93.0 93.8: 7.0 6.2
Old : 100.0: 35.7 14.0 14.8 42.2 64.9 92.8 93.6: 7.2 6.4
Other: 100.0: 1.4 0.8 7.8 87.4 88.8 96.7 97.4: 3.3 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 113 75 80 67 72 218 197:
Old : 280: 115 75 80 61 70 212 195:
Other: 70: 11 7 11 27 29 43 43:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.3 26.4 21.3 37.5 12.1 21.5 20.3 30.3
Old : 12.7 27.6 21.7 37.5 12.5 23.1 21.4 31.8
Other: 55.6 52.0 71.7 75.7 53.8 52.0 69.0 71.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 19,777: 5,540 1,827 3,383 8,044 13,549 16,967 18,760: 2,810 1,017
Old : 19,776: 5,540 1,827 3,383 8,043 13,549 16,966 18,760: 2,810 1,016
Other: 1: 0 0 0 1 0 1 0: 0 1
: : :
: : Changes in Commitments from: November 10, 2015 :
: 1,148: 1,649 -140 316 -712 1,069 1,254 1,245: -105 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 9.2 17.1 40.7 68.5 85.8 94.9: 14.2 5.1
Old : 100.0: 28.0 9.2 17.1 40.7 68.5 85.8 94.9: 14.2 5.1
Other: 100.0: 0.0 0.0 0.0 100.0 0.0 100.0 0.0: 0.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 32 20 15 24 16 67 40:
Old : 81: 32 20 15 24 16 67 40:
Other: 1: 0 0 0 1 0 1 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 50.6 35.6 69.8 21.1 46.3 34.6 58.9
Old : 21.1 50.6 35.6 69.8 21.1 46.3 34.6 58.9
Other: 100.0 0.0 100.0 0.0 100.0 0.0 100.0 0.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 286,689: 98,295 31,075 67,349 106,788 181,286 272,432 279,711: 14,256 6,978
Old : 250,481: 95,352 28,943 56,232 85,359 158,745 236,943 243,921: 13,537 6,560
Other: 36,208: 7,802 6,991 6,258 21,429 22,541 35,489 35,790: 719 418
: : :
: : Changes in Commitments from: November 10, 2015 :
: 17,027: 16,064 2,578 8,410 -6,589 6,606 17,885 17,594: -857 -567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 10.8 23.5 37.2 63.2 95.0 97.6: 5.0 2.4
Old : 100.0: 38.1 11.6 22.4 34.1 63.4 94.6 97.4: 5.4 2.6
Other: 100.0: 21.5 19.3 17.3 59.2 62.3 98.0 98.8: 2.0 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 126 49 76 55 45 224 136:
Old : 246: 124 55 76 53 44 221 134:
Other: 59: 18 8 11 22 21 45 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 36.8 28.6 46.2 11.2 22.5 16.8 29.8
Old : 17.0 33.9 25.3 44.0 10.6 23.8 16.9 31.1
Other: 69.2 66.6 81.7 81.7 55.6 49.2 63.3 61.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 1,119,488: 257,768 52,076 255,574 512,487 757,031 1,025,829 1,064,682: 93,659 54,806
Old : 1,119,488: 257,768 52,076 255,574 512,487 757,031 1,025,829 1,064,682: 93,659 54,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -3,294: -7,176 -10,382 -1,653 -731 -4,798 -9,560 -16,833: 6,266 13,539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 4.7 22.8 45.8 67.6 91.6 95.1: 8.4 4.9
Old : 100.0: 23.0 4.7 22.8 45.8 67.6 91.6 95.1: 8.4 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 80 48 82 89 84 207 181:
Old : 230: 80 48 82 89 84 207 181:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 25.8 21.0 37.7 8.5 21.2 15.4 28.9
Old : 12.4 25.8 21.0 37.7 8.5 21.2 15.4 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - ICE FUTURES U.S. Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 212,702: 36,101 62,853 49,277 114,745 91,965 200,124 204,095: 12,579 8,608
Old : 193,737: 37,075 65,959 41,306 104,029 78,361 182,410 185,627: 11,327 8,111
Other: 18,965: 4,809 2,677 2,188 10,716 13,604 17,714 18,468: 1,252 497
: : :
: : Changes in Commitments from: November 10, 2015 :
: -28,240: -439 6,433 -15,876 -11,415 -17,509 -27,731 -26,952: -509 -1,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 29.5 23.2 53.9 43.2 94.1 96.0: 5.9 4.0
Old : 100.0: 19.1 34.0 21.3 53.7 40.4 94.2 95.8: 5.8 4.2
Other: 100.0: 25.4 14.1 11.5 56.5 71.7 93.4 97.4: 6.6 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 421: 130 131 117 134 113 323 316:
Old : 421: 127 137 112 130 111 318 310:
Other: 122: 23 13 16 67 48 94 74:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 13.6 22.5 23.1 10.1 10.3 15.7 17.7
Old : 14.3 14.3 23.2 24.1 10.4 10.4 16.6 18.6
Other: 39.1 36.5 50.5 51.9 34.2 35.5 42.5 48.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 90,306: 65,696 19,353 2,177 8,630 66,471 76,504 88,001: 13,802 2,305
Old : 90,306: 65,696 19,353 2,177 8,630 66,471 76,504 88,001: 13,802 2,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 5,525: 4,360 1,628 7 -756 3,883 3,611 5,518: 1,914 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 21.4 2.4 9.6 73.6 84.7 97.4: 15.3 2.6
Old : 100.0: 72.7 21.4 2.4 9.6 73.6 84.7 97.4: 15.3 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 140 28 15 12 8 162 42:
Old : 186: 140 28 15 12 8 162 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 78.8 37.5 87.4 27.5 78.6 36.2 87.2
Old : 28.1 78.8 37.5 87.4 27.5 78.6 36.2 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 2000 INDEX X $100.00) :
: : :
All : 388,931: 42,164 87,551 6,281 321,755 277,721 370,200 371,553: 18,731 17,378
Old : 388,931: 42,164 87,551 6,281 321,755 277,721 370,200 371,553: 18,731 17,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 10,126: 4,896 7,207 -798 6,016 2,329 10,114 8,738: 12 1,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 22.5 1.6 82.7 71.4 95.2 95.5: 4.8 4.5
Old : 100.0: 10.8 22.5 1.6 82.7 71.4 95.2 95.5: 4.8 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 39 65 14 100 102 147 174:
Old : 271: 39 65 14 100 102 147 174:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 35.3 52.8 46.0 39.2 35.3 48.7 45.2
Old : 42.2 35.3 52.8 46.0 39.2 35.3 48.7 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 164,993: 43,799 7,935 3,069 111,721 150,510 158,589 161,514: 6,404 3,479
Old : 164,993: 43,799 7,935 3,069 111,721 150,510 158,589 161,514: 6,404 3,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 3,842: 854 150 5 3,370 3,737 4,229 3,892: -387 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 4.8 1.9 67.7 91.2 96.1 97.9: 3.9 2.1
Old : 100.0: 26.5 4.8 1.9 67.7 91.2 96.1 97.9: 3.9 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 17 10 3 56 50 74 62:
Old : 111: 17 10 3 56 50 74 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 46.1 50.2 63.1 33.9 46.1 48.2 63.0
Old : 35.6 46.1 50.2 63.1 33.9 46.1 48.2 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 445,338: 130,265 68,200 13,385 287,250 352,658 430,900 434,243: 14,438 11,095
Old : 445,338: 130,265 68,200 13,385 287,250 352,658 430,900 434,243: 14,438 11,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -16,658: 2,669 11,945 575 -18,723 -24,689 -15,479 -12,169: -1,179 -4,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 15.3 3.0 64.5 79.2 96.8 97.5: 3.2 2.5
Old : 100.0: 29.3 15.3 3.0 64.5 79.2 96.8 97.5: 3.2 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 66 44 18 102 82 179 133:
Old : 251: 66 44 18 102 82 179 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 28.0 40.2 42.2 18.2 25.0 28.9 36.5
Old : 27.5 28.0 40.2 42.2 18.2 25.0 28.9 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 20, 2015